Partial Differential Equations: An Introduction
by A.D.R. Choudary, Saima Parveen, Constantin Varsan
Publisher: arXiv 2010
Number of pages: 208
This book encompasses both traditional and modern methods treating partial differential equation (PDE) of first order and second order. There is a balance in making a selfcontained mathematical text and introducing new subjects. It is addressing to all scientists using PDE in treating mathematical methods.
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by B. Piette - University of Durham
In these notes, we describe the design of a small C++ program which solves numerically the sine-Gordon equation. The program is build progressively to make it multipurpose and easy to modify to solve any system of partial differential equations.
by Robert V. Kohn - New York University
An introduction to those aspects of partial differential equations and optimal control most relevant to finance: PDE’s naturally associated to diffusion processes, Kolmogorov equations and their applications, linear parabolic equations, etc.
by J.L. Lions - Tata Institute of Fundamental Research
In these lectures we study the boundary value problems associated with elliptic equation by using essentially L2 estimates (or abstract analogues of such estimates). We consider only linear problem, and we do not study the Schauder estimates.
by G.B. Folland - Tata Institute of Fundamental Research
The purpose of this course was to introduce students to the applications of Fourier analysis -- by which I mean the study of convolution operators as well as the Fourier transform itself -- to partial differential equations.